compute_and_graph_implied_volatility: Append and Graph Implied Volatility
In otrenav/implied-volatility-r-package: Compute and Graph Implied Volatilities of European Options
Description
Usage
Arguments
Details
Author(s)
See Also
View source: R/compute_and_graph_implied_volatility.R
Description
compute_and_append_implied_volatility returns a dataframe with the implied volatility appended and graphs it
Usage
1
2
compute_and_graph_implied_volatility(df, risk_free_rate = 0.01,
initial_volatility_guess = 0.5)
Arguments
df
Dataframe with option data (see details)
risk_free_rate
Risk-free rate (number, default: 0.01)
initial_volatility_guess
Initial guess volatility guess (default: 0.5)
Details
This function uses the functions append_implied_volatility and
graph_implied_volatility from this package to compute and graph
the implied volatility for European Options, respectively.
Author(s)
John Dole <jdoleiv@gmail.com>
See Also
otrenav/implied-volatility-r-package documentation built on Dec. 31, 2020, 1:10 a.m.
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Description Usage Arguments Details Author(s) See Also
View source: R/compute_and_graph_implied_volatility.R
Description
compute_and_append_implied_volatility returns a dataframe with the implied volatility appended and graphs it
Usage
1 2 | compute_and_graph_implied_volatility(df, risk_free_rate = 0.01,
initial_volatility_guess = 0.5)
|
Arguments
df |
Dataframe with option data (see details) |
risk_free_rate |
Risk-free rate (number, default: 0.01) |
initial_volatility_guess |
Initial guess volatility guess (default: 0.5) |
Details
This function uses the functions append_implied_volatility and
graph_implied_volatility from this package to compute and graph
the implied volatility for European Options, respectively.
Author(s)
John Dole <jdoleiv@gmail.com>
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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